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fix: improve matching speed and separate amm package #163

Merged
merged 28 commits into from
Feb 12, 2022
Merged

fix: improve matching speed and separate amm package #163

merged 28 commits into from
Feb 12, 2022

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hallazzang
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@hallazzang hallazzang commented Feb 10, 2022 •
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Description

This PR improves performance of the matching algorithm and fix bugs in PoolOrderSource.

closes: #149, #137

Tasks

  • Create a separate package for amm calculations
  • Use binary search for matching price discovery
  • Make UpTick and DownTick to no more guarantees that the price fits into ticks
  • Do not expire swap requests which are completed
  • Move util functions like parseCoin, parseDec into types/ package

@hallazzang
feat: implement HighestTick
e8abc31
@hallazzang
chore: Merge remote-tracking branch 'origin/148-highest-tick' into 14…
2326028 
…9-find-match-price-perf
@hallazzang
fix: Up/DownTick no more guarantees that the price fits into ticks
124f311 
this change makes Up/DownTick a little bit slower(~500ns/op slower)
but there'd be more benefits with it
@hallazzang
fix: fix bug in BuyAmountOnTick and fix Highest/LowestTick
4ba4b65 
- fix BuyAmountOnTick to check if XAmountOnTick returns zero
- remove caching on buy/sell amount on ticks
- use binary search to find the lowest/highest tick of pool order source
- use pointer receiver for order sources to avoid copying the value
@hallazzang
fix: fix Highest/LowestTick
00530a4
@hallazzang
fix: cache Highest/LowestTick and fix Up/DownTick
66ccaf7
@hallazzang
fix: fix PoolOrderSource
752ebd0 
- use approximated highest/lowest price as a start point
  and iterate through ticks to find the first price with
  non-zero order amount
@hallazzang
fix: use binary search to find match price
e6fd64f
@hallazzang hallazzang added bug Something isn't working enhancement New feature or request x/liquidity labels Feb 10, 2022
@hallazzang hallazzang self-assigned this Feb 10, 2022
@hallazzang hallazzang linked an issue Feb 12, 2022 that may be closed by this pull request
refactor: create a package where algorithms live #137
Closed
@hallazzang hallazzang changed the title fix: improve speed and fix bugs in PoolOrderSource fix: improve matching speed and separate amm package Feb 12, 2022
@hallazzang hallazzang marked this pull request as ready for review February 12, 2022 17:54
@hallazzang hallazzang merged commit 0372cae into main Feb 12, 2022
@hallazzang hallazzang deleted the 149-find-match-price-perf branch February 12, 2022 18:20
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Reviewers

@dongsam dongsam Awaiting requested review from dongsam dongsam is a code owner

@jaybxyz jaybxyz Awaiting requested review from jaybxyz

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@hallazzang hallazzang

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Improve match price discovery speed refactor: create a package where algorithms live
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@hallazzang